52 lines
1.6 KiB
JavaScript
52 lines
1.6 KiB
JavaScript
import { factory } from '../../utils/factory.js';
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var name = 'lyap';
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var dependencies = ['typed', 'matrix', 'sylvester', 'multiply', 'transpose'];
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export var createLyap = /* #__PURE__ */factory(name, dependencies, _ref => {
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var {
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typed,
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matrix,
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sylvester,
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multiply,
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transpose
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} = _ref;
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/**
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*
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* Solves the Continuous-time Lyapunov equation AP+PA'+Q=0 for P, where
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* Q is an input matrix. When Q is symmetric, P is also symmetric. Notice
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* that different equivalent definitions exist for the Continuous-time
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* Lyapunov equation.
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* https://en.wikipedia.org/wiki/Lyapunov_equation
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*
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* Syntax:
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*
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* math.lyap(A, Q)
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*
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* Examples:
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*
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* const A = [[-2, 0], [1, -4]]
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* const Q = [[3, 1], [1, 3]]
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* const P = math.lyap(A, Q)
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*
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* See also:
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*
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* sylvester, schur
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*
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* @param {Matrix | Array} A Matrix A
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* @param {Matrix | Array} Q Matrix Q
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* @return {Matrix | Array} Matrix P solution to the Continuous-time Lyapunov equation AP+PA'=Q
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*/
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return typed(name, {
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'Matrix, Matrix': function Matrix_Matrix(A, Q) {
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return sylvester(A, transpose(A), multiply(-1, Q));
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},
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'Array, Matrix': function Array_Matrix(A, Q) {
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return sylvester(matrix(A), transpose(matrix(A)), multiply(-1, Q));
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},
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'Matrix, Array': function Matrix_Array(A, Q) {
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return sylvester(A, transpose(matrix(A)), matrix(multiply(-1, Q)));
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},
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'Array, Array': function Array_Array(A, Q) {
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return sylvester(matrix(A), transpose(matrix(A)), matrix(multiply(-1, Q))).toArray();
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}
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});
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}); |